On the joint law of the occupation times for a diffusion process on multiray (Q2360637)
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| Language | Label | Description | Also known as |
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| English | On the joint law of the occupation times for a diffusion process on multiray |
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On the joint law of the occupation times for a diffusion process on multiray (English)
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4 July 2017
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The author applies Ito's excursion theory for Markov processes to extend Barlow-Pitman-Yor's results by introducing the diffusion on multiray (see [\textit{J. Walsh}, Temps locaux. Astérisque 52--53, 1--223 (1978; Zbl 0385.60063), pp. 37--45]), and by considering the joint law of the occupation times for this process. The turning point is a generalized Williams formula for a multiray diffusion.
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diffusion process on multiray
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excursion theory for Markov processes
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occupation times
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